probabilistic-forecasts

There are 2 repositories under probabilistic-forecasts topic.

StatMixedML / XGBoostLSS
An extension of XGBoost to probabilistic modelling
distributional-regression gamlss machine-learning mixture-density-model multi-target-regression normalizing-flows prediction-intervals probabilistic-forecasts uncertainty-estimation xgboost
Language:Python 507
StatMixedML / CatBoostLSS
An extension of CatBoost to probabilistic modelling
probabilistic-forecasts catboost prediction-intervals gamlss machine-learning distributional-regression uncertainty-estimation
140
Akai01 / ngboostForecast
Probabilistic Time Series Forecasting
forecasting machine-learning ngboost ngboost-forecast probabilistic-forecasts python r sklearn time-series
Language:R 6